Robust Estimation in Threshold Autoregression
| Authors: Goryainov V.B., Goryainova E.R. | Published: 22.11.2017 |
| Published in issue: #6(75)/2017 | |
| DOI: 10.18698/1812-3368-2017-6-19-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: threshold autoregression model, M-estimates, asymptotic normality, asymptotic relative efficiency, Tukey distribution | |
Stochasticism and Determinism in Simulation Bilateral Warfare
| Authors: Chuev V.Yu., Dubogray I.V. | Published: 26.07.2017 |
| Published in issue: #4(73)/2017 | |
| DOI: 10.18698/1812-3368-2017-4-16-28 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: bilateral warfare model, combat unit, effective rapidity of fire, parameter of co-relation of forces, continuous Markov process | |
Probabilistic Error Estimation in Approximate Integration Formulas for Multivariable Functions
| Authors: Ismagilov R.S., Filippova L.E. | Published: 12.04.2017 |
| Published in issue: #2(71)/2017 | |
| DOI: 10.18698/1812-3368-2017-2-12-21 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: approximate integration, Gaussian measure, multivariable function, probabilistic estimates | |
Limit Theorems for Random Walk in a Half-Plane with Jump across the Border
| Authors: Kalinkin A.V. | Published: 06.12.2016 |
| Published in issue: #6(69)/2016 | |
| DOI: 10.18698/1812-3368-2016-6-16-31 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: random walk stop probability, generating functions, limit theorems, the method of characteristic functions | |
Sign Test for Hypothesis about the Order of Equation in Moving Average Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 06.12.2016 |
| Published in issue: #6(69)/2016 | |
| DOI: 10.18698/1812-3368-2016-6-4-15 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: moving average model, hypothesis about the order of the equation, sign test, Tukey distribution | |
Hypothesis test of statistical model adequacy in the rotatable experiment design
| Authors: Sidnyaev N.I., Govor S.A. | Published: 16.02.2016 |
| Published in issue: #1(64)/2016 | |
| DOI: 10.18698/1812-3368-2016-1-3-16 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: factor, regression model, variance, adequacy, hypothesis, significance, rotatability, coefficient, center point of design, response, experiment | |
Application of Kaplan -Meier estimates to testing Cox power hypothesis for two progressive lycensored samples
| Authors: Timonin V.I., Tyannikova N.D. | Published: 24.12.2015 |
| Published in issue: #6(63)/2015 | |
| DOI: 10.18698/1812-3368-2015-6-68-84 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: nonparametric statistics, Cox hypothesis, Kolmogorov - Smirnov criterion, Kaplan-Meier estimator | |
Confidence interval calculations for the system availability index with recoverable components
| Authors: Pavlov I.V., Razgulyaev S.V. | Published: 04.09.2015 |
| Published in issue: #4(61)/2015 | |
| DOI: 10.18698/1812-3368-2015-4-15-22 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: reliability, complex systems, reservation | |
Comparison of Maximum Likelihood and Least Absolute Deviate Estimation in Random Coefficients Autoregressive Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 17.06.2015 |
| Published in issue: #3(60)/2015 | |
| DOI: 10.18698/1812-3368-2015-3-20-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: random coefficient autoregressive model, least absolute deviations estimate, maximum likelihood estimate, asymptotic relative efficiency | |
Stochastic Model of Both-Sided Battle Actions During the Pre-Emptive Attack by One of Warring Parties
| Authors: Chuev V.Yu., Dubogray I.V. | Published: 15.04.2015 |
| Published in issue: #2(59)/2015 | |
| DOI: 10.18698/1812-3368-2015-2-53-62 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: stochastic model of both-sided battle actions, effective rapidity of fire, continuous markov process, balance of forces parameter | |